+7,553.0%
CCEP vs HAS
+4,652.9%
+2,900.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | +2.6% | -0.2% | +2.7% | +2.6% |
| 30D | +15.1% | +31.0% | -15.9% | +8.8% |
| 3M | +7.3% | +30.7% | -23.4% | +1.4% |
| 6M | +23.4% | +23.9% | -0.5% | +17.5% |
| YTD | +29.4% | +48.3% | -18.9% | +18.3% |
| 1Y | +34.2% | +60.2% | -26.0% | +20.6% |
| 3Y | +108.4% | +189.2% | -80.9% | +61.5% |
| 5Y | +147.3% | +50.4% | +96.8% | +117.3% |
| 10Y | +301.3% | +104.2% | +197.2% | +218.9% |
| All | +7,553.0% | +4,652.9% | +2,900.1% | +2,614.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling